+3,065.8%
CVNA vs ROL
+123.4%
+2,942.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.3% | -4.3% |
| 7D | -4.3% | -3.2% | -1.1% | -2.2% |
| 30D | -2.4% | -6.6% | +4.2% | +2.0% |
| 3M | +4.5% | -27.3% | +31.8% | +28.9% |
| 6M | +10.2% | -38.1% | +48.3% | +51.7% |
| YTD | -16.7% | -41.8% | +25.0% | +18.9% |
| 1Y | -3.8% | -37.8% | +34.0% | +28.1% |
| 3Y | +648.3% | -0.3% | +648.6% | +560.4% |
| 5Y | +6.6% | -5.1% | +11.6% | -3.0% |
| All | +3,065.8% | +123.4% | +2,942.4% | +1,028.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling